+258.1%
MTZ vs STRL
+233.5%
+24.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.5% | +6.1% | +8.1% |
| 7D | -6.4% | -26.9% | +20.5% | +5.8% |
| 30D | -22.1% | -52.7% | +30.6% | +4.2% |
| 3M | -32.7% | -52.8% | +20.2% | -10.2% |
| 6M | -59.8% | -71.5% | +11.7% | -36.5% |
| YTD | -19.9% | -17.4% | -2.5% | -25.4% |
| 1Y | -11.5% | -35.0% | +23.5% | -8.7% |
| 3Y | +258.1% | +239.2% | +18.9% | +83.9% |
| All | +258.1% | +233.5% | +24.5% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling